Exploiting sparsity in primal-dual interior-point methods for semidefinite programming

Fecha:	1997
Resumen:	The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when the semidefinite program to be solved is large scale and sparse. .
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Interior-point methods ; Semidefinite programming ; Sparsity
Publicado en:	Mathematical Programming, vol. 79 n. 1-3 (1997) p. 235-253, ISSN 0025-5610

19 p, 807.5 KB

Acceso restringido a la UAB

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